+199.8%
EWT vs RIG
-31.2%
+231.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +2.1% | -8.2% | +10.3% | +3.2% |
| 30D | +9.4% | -0.2% | +9.6% | +9.3% |
| 3M | +10.9% | -2.7% | +13.6% | +10.9% |
| 6M | +57.9% | -7.5% | +65.4% | +57.8% |
| YTD | +75.9% | +38.3% | +37.7% | +65.6% |
| 1Y | +89.7% | +81.8% | +7.9% | +71.0% |
| All | +199.8% | -31.2% | +231.0% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling